Incluye bibliografías e índice.

v.1. Portfolio theory and asset pricing: I. Inputs to portfolio management: Dependence structure: 1. Estimating the dependence structure of share prices – implications for portfolio selection ; 2. Are betas best? / Thomas J. Urich ; 3. A multi-index risk model of the Japanese stock market ; 4. Do investors care about sentiment? With Jeffrey A. Busse - Valuation: 5. Valuation and asset selection under alternative investment opportunities -- II. Solving for optional portfolios: 6. Simple criteria for optimal portfolio selection / Manfred W. Padberg ; 7. Simple criteria for optimal portfolio selection: tracing out the efficient frontier / Manfred W. Padberg ; 8. Simple rules for optimal portfolio selection: the multi-group case / Manfred W. Padberg ; 9. Simple rules for optimal portfolio selection in stable paretiana markets Vijay S. Bawa ; 10. Portfolio analysis with partial information: the case of grouped data -- III. Other objective functions: Single-period analysis: 11. On the maximization of the geometric mean with log-normal return distribution ; 12. Portfolio theory when investment relatives are log-normally distributed ; 13. Optimal investment strategies with investor liabilities ; 14. Portfolio analysis with a Nonnormal multi-index return-generating process – Multi-period analysis: 15. Dynamic programming applications in finance ; 16. On the optimality of some multi-period portfolio selection criteria ; 17. The multi-period consumption investment problem and single period analysis – IV. Equilibrium: 18. Non-standard C.A.P.M and the market portfolio ; 19. The arbitrage pricing model and returns on assets under uncertain inflation / Joel Rentzler ; 20. On the robustness of the roll and ross arbitrage pricing theory / Chinyung Cho -- V. Taxes and portfolio composition: 21. Marginal stockholder tax rates and the clientele effect ; 22. The ex-dividend day behavior of stock prices, a re-examination of the clientele effect: a comment / Joel Rentzler ; 23. A simple examination of the empirical relationship between dividend yields and deviations from the CAPM / Joel Rentzler ; 24. Taxes and portfolio composition -- VI. The past and the future: 25. Modern portfolio theory, 1950 to date. – v.2. Securities prices and performance: I. Expectations and performance: 1. Improved forecasting though the design of homogeneous groups ; 2. Professional expectations: accuracy and diagnosis of errors with Mustafa Gultekin ; 3. Expectations and share prices / Mustafda Gultekin ; 4. Expectational data and Japanese stock prices ; 5. Discrete Expectational data and portfolio performance / Seth Grossman -- II. The performance of managed portfolios: 6. Differential information and timing ability – Empirical commodities partnerships: 7. Professionally managed, publicly traded commodity funds / Joel C. Rentzler ; 8. New public offerings, information, and investor rationally: the case of publicly offered commodity funds / Joel Rentzler ; 9. The performance of publicly offered commodity funds / Joel Rentzler – Mutual funds – stock investments: 10. Efficiency with costly information: a reinterpretation of evidence from managed porfolios / Sanjiv Das and Matthew Hlavka ; 11. Survivorship bias and mutual fund performance / Christopher R. Blake ; 12. The persistence of risk-adjusted mutual fund performance / Christopher R. Blake – Mutual funds – bond investments: 13. The performance of bond mutual funds / Christopher R. Blake ; 14. Fundamental economics variables, expected returns, and bond fund performance / Christopher R. Blake -- III. Debt markets: 15. Inbtra-day test of the efficviency of the treasury bill futures market / Joel Rentzler ; 16. Employing financial futures to increase the return on near chas (treasury bill) investments / Joel C. Rentzler ; 17. Bond returns, immunization and the retun generating process / Prafulla G. Nabar ; 18. The structure of spot rates and immunization / Roni Michaely.